Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment
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References listed on IDEAS
- Anthony Pennington-Cross, 2005. "Aggregation bias and the repeat sales price index," BIS Papers chapters,in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 323-335 Bank for International Settlements.
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- Zietz, Joachim & Traian, Anca, 2014. "When was the U.S. housing downturn predictable? A comparison of univariate forecasting methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 271-281.
- Berndt, Antje & Hollifield, Burton & Sandås, Patrik, 2014. "How Subprime Borrowers and Mortgage Brokers Shared the Pie," Working Paper Series 286, Sveriges Riksbank (Central Bank of Sweden).
- repec:zbw:rwirep:0294 is not listed on IDEAS
- Philipp an de Meulen & Martin Micheli & Torsten Schmidt, 2011. "Forecasting House Prices in Germany," Ruhr Economic Papers 0294, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- an de Meulen, Philipp & Micheli, Martin & Schmidt, Torsten, 2011. "Forecasting House Prices in Germany," Ruhr Economic Papers 294, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
More about this item
Keywordshouse prices; forecasting; forecast comparison; forecast encompassing;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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